V3YA.DE vs. ^GSPC
V3YA.DE (Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating) is Large Cap Blend Equities fund tracking the FTSE North America All Cap Choice Index, while ^GSPC (S&P 500 Index) is an index. Over the past 3 years, V3YA.DE returned 18.75%/yr vs 17.85%/yr for ^GSPC. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
V3YA.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
V3YA.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, V3YA.DE achieves a 10.95% return, which is significantly lower than ^GSPC's 12.06% return.
V3YA.DE
- 1D
- 0.08%
- 1M
- 6.20%
- YTD
- 10.95%
- 6M
- 11.28%
- 1Y
- 25.61%
- 3Y*
- 18.75%
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
V3YA.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
V3YA.DE Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating | 10.95% | 4.20% | 31.35% | 26.80% | -17.33% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -15.54% |
Correlation
The correlation between V3YA.DE and ^GSPC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2022 | 0.60 |
The correlation between V3YA.DE and ^GSPC has been stable across timeframes, ranging from 0.60 to 0.67 - a consistent structural relationship.
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Return for Risk
V3YA.DE vs. ^GSPC — Risk / Return Rank
V3YA.DE
^GSPC
V3YA.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| V3YA.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 3.30 | -0.65 |
| Martin ratioReturn relative to average drawdown | 9.58 | 12.34 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| V3YA.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.04 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.80 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.51 | +0.32 |
Drawdowns
V3YA.DE vs. ^GSPC - Drawdown Comparison
The maximum V3YA.DE drawdown since its inception was -24.84%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for V3YA.DE and ^GSPC.
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Drawdown Indicators
| V3YA.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.84% | -51.62% | +26.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.60% | -7.57% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -24.84% | -23.99% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.20% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -9.08% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.02% | +0.65% |
Volatility
V3YA.DE vs. ^GSPC - Volatility Comparison
Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) has a higher volatility of 3.17% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that V3YA.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| V3YA.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 2.24% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 8.62% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 12.29% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 16.79% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 18.59% | -3.01% |
Frequently Asked Questions
V3YA.DE and ^GSPC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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